Correlation
of values
-65%
In sync
of periods
51%
History
daysdays · through 2026-04-24
5,049
These move opposite each other about 51% of the time
Their swing sizes loosely mirror each other (~42% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Slipping tighter
The recent pattern is tighter than its long-run baseline — keep an eye on whether this sticks.
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Swings around
Their relationship swings around — sometimes tight, sometimes loose. Don't trust a single snapshot.
Explore
Advanced
Statistics
In sync(i)
51.0%
Headline metric
Movement correlation(i)
-65%
Based on values
95% CI
-66% → -63%
Likely range of correlation
Pipeline
Pipeline Summary
5,049 paired data points survived the daily window.
Raw input
11,085
5,092
Normalized
11,085
5,092
Prepared
11,085
5,092
Aligned
5,049
5,049
Invalid removed
R²(i)
41.9%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
5,049
Deep
Time-Shifted Correlation
See how correlation changes when one series is offset in time. A taller bar at a non-zero shift means the two move together better when one leads the other — that's a potential lead/lag signal.
Correlation by shift
Click a bar to inspect. Range: -6 to 6 days.
Selected shift
No shift
Correlation at this shift
-65%
No shift — both series at their actual dates.
5,049 overlapping points at this shift
Baseline
-65%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-65%
A non-zero peak suggests one series lines up better when shifted against the other.
Stability
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
Do They Crash Together?
How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.
Both Rising
+14%
77 periods · Return correlation when both series rose
Both Falling
+21%
72 periods · Return correlation when both series fell
Diverging
-66%
100 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
6,079
A: 6036 / B: 43
Series A
10Y-3M Yield Spread
T10Y3M
FRED · 11,085 raw → 11,085 prepared
Series B
US Dollar Index
DTWEXBGS
FRED · 5,092 raw → 5,092 prepared
Sign agreement
80.6%
How often both values share the same sign.
Zero crossings
9
Estimated crossover points between normalized spreads.
Slope
-6.0590
Linear regression slope.
Intercept
113.5483
Linear regression intercept.
Saved 5 days ago · ID: fred-dtwexbgs_fred-t10y3m_5y
Explore
Top 10 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.